Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187698.7589 | 78270.908 | 109427.8509 | -247642.5782 | -172032.2786 | -75610.2996 |
Total P&L (%) | 187.6988 | 78.2709 | 109.4279 | -247.6426 | -172.0323 | -75.6103 |
Avg Daily Profit (%) | 0.1845 | 0.0769 | 0.1076 | 0 | 0 | -0.1386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163432 | -57351 | -170778 | -1529550 | -574085 | -1358460 |
Profit Factor | 1.3054 | 1.3972 | 1.2621 | 0.9253 | 0.8324 | 0.967 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 72 | 35 | 37 | 68 | 32 | 36 |
Losing Trades | 58 | 30 | 28 | 62 | 33 | 29 |
Profitability (%) | 55.3846 | 53.8462 | 56.9231 | 52.3077 | 49.2308 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.0516 | 1.1976 | 0.9551 | 0.8437 | 0.8584 | 0.779 |
Largest Winning Trade | 45729 | 38659 | 45729 | 300513 | 122660 | 300513 |
Largest Losing Trade | -130734 | -24931 | -130734 | -1204842 | -137210 | -1204842 |
Avg Bars in Trades | 43 | 27 | 59 | 43 | 27 | 59 |
Avg Bars in Winners | 32 | 21 | 42 | 40 | 24 | 54 |
Avg Bars in Losers | 57 | 34 | 81 | 47 | 30 | 65 |
Bars Traded | 5660 | 1789 | 3871 | 5660 | 1789 | 3871 |
Profit Streak | 9.715 | 0 | 10.0483 | 0 | 98.8817 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335268 | -220448 | -181322 | -580134 | -711521 | -711760 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 233, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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